01707nam0 2200373 i 450 SUN011538520180309092500.7650.00N978-3-319-25589-720180307d2016 |0engc50 baengCH|||| |||||*Stochastic analysis for finance with simulationsGeon Ho Choe[Cham] : Springer, 2016XXXII657 p.ill. ; 24 cmPubblicazione in formato elettronico001SUN00245062001 *Universitext210 BerlinSpringer.91GxxActuarial science and mathematical finance [MSC 2020]MFSUNC02009391G70Statistical methods; risk measures [MSC 2020]MFSUNC03092991G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]MFSUNC03101191G30Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]MFSUNC03101291G80Financial applications of other theories [MSC 2020]MFSUNC03101391G10Portfolio theory [MSC 2020]MFSUNC03136591G60Numerical methods (including Monte Carlo methods) [MSC 2020]MFSUNC033553CHChamSUNL001889Choe, Geon HoSUNV089296756087SpringerSUNV000178650ITSOL20201012RICAhttp://dx.doi.org/10.1007/978-3-319-25589-7SUN0115385BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2523 15EB 2523 20180307 Stochastic analysis for finance with simulations1523650UNICAMPANIA